Identification of discrete-time state affine state space models using cumulants

DOI10.1016/S0005-1098(02)00075-4MaRDI QIDQ1858882zbMATHOpenAlexFDO

Authors George Gatt, N. Kalouptsidis

Publication date 17 February 2003

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(02)00075-4

zbMATH Keywords

system identificationcumulantsVolterra seriespersistent excitationstate affine models

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12)

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Cited in

(3)

• Time and lag recursive computation of cumulants from a state-space model
• scientific article; zbMATH DE number 5220096 (Why is no real title available?)
• Fast recursive identification of state space models via exploitation of displacement structure

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